NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 45.27 45.44 0.17 0.4% 47.72
High 46.10 45.75 -0.35 -0.8% 47.91
Low 44.90 44.20 -0.70 -1.6% 44.20
Close 45.38 44.60 -0.78 -1.7% 44.60
Range 1.20 1.55 0.35 29.2% 3.71
ATR 1.80 1.78 -0.02 -1.0% 0.00
Volume 322,742 406,577 83,835 26.0% 1,870,523
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.50 48.60 45.45
R3 47.95 47.05 45.03
R2 46.40 46.40 44.88
R1 45.50 45.50 44.74 45.18
PP 44.85 44.85 44.85 44.69
S1 43.95 43.95 44.46 43.63
S2 43.30 43.30 44.32
S3 41.75 42.40 44.17
S4 40.20 40.85 43.75
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.70 54.36 46.64
R3 52.99 50.65 45.62
R2 49.28 49.28 45.28
R1 46.94 46.94 44.94 46.26
PP 45.57 45.57 45.57 45.23
S1 43.23 43.23 44.26 42.55
S2 41.86 41.86 43.92
S3 38.15 39.52 43.58
S4 34.44 35.81 42.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.91 44.20 3.71 8.3% 1.37 3.1% 11% False True 374,104
10 50.63 44.20 6.43 14.4% 1.60 3.6% 6% False True 308,727
20 51.42 44.20 7.22 16.2% 1.75 3.9% 6% False True 239,822
40 51.42 43.50 7.92 17.8% 2.09 4.7% 14% False False 175,646
60 51.42 39.22 12.20 27.4% 1.95 4.4% 44% False False 149,621
80 59.42 39.22 20.20 45.3% 1.89 4.2% 27% False False 128,632
100 63.12 39.22 23.90 53.6% 1.81 4.1% 23% False False 112,129
120 65.38 39.22 26.16 58.7% 1.79 4.0% 21% False False 102,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.34
2.618 49.81
1.618 48.26
1.000 47.30
0.618 46.71
HIGH 45.75
0.618 45.16
0.500 44.98
0.382 44.79
LOW 44.20
0.618 43.24
1.000 42.65
1.618 41.69
2.618 40.14
4.250 37.61
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 44.98 45.15
PP 44.85 44.97
S1 44.73 44.78

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These figures are updated between 7pm and 10pm EST after a trading day.

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